S&P GSCI All Crude Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:33.66% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0459 | 17.02 | |
| 0.9011 | 310.09 | |
| 0.0536 | 16.16 | |
| 0.0208 | 10.07 | |
| 0.0332 | 10.76 | |
| 0.9622 | 269.68 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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